Resume
Professional Experience
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Quantitative Researcher and Developer at Abu Dhabi Investmennt Authority (ADIA), Abu Dhabi, from July 2023.
I am part of the Data Curation team and work on NLP related projects. - Senior Machine Learning Researcher at Talkwalker, Luxembourg, May 2021 - June 2023.
I was using Deep Learning models in order to solve NLP related problems. Here are some examples of my projects:- Training classifiers using pre-trained multilingual transformers models.
- Active Learning based training.
- Meta-Learning for improving classifiers accuracy.
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Desk Strat at Deutsche Bank, London, UK, September 2020 - April 2021.
I was working on the Synthetic Desk’s (ETFs and Indices) migration to Kannon (New P&L and Risk tool used by trading). - Quantitative Researcher at The Independent Calculation Agent, Paris, France, Nov 2016 - February 2020.
As PhD candidate in collaboration with The ICA, I worked on the following projects:- Optimizing the ICA’s analytic library using Optimal Quantization based methods (Pricing of Exotic Options in the interest rate world).
- Identifying and killing bias in the xVA computation using Multilevel Monte-Carlo methods.
- Implementing new regulatory risk measures in the library.
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Intern Quantitative Analyst at The Independent Calculation Agent, Paris, France, May 2016 – Oct 2016.
The goal of my internship was to optimize financial products price and risk measures sensitivities computations. I investigated both Malliavin calculus and finite differences methods and concluded the latter offered the best optimization. - Research Assistant at LPSM (former LPMA), under the direction of Daphné Giorgi and Vincent Lemaire, Paris, France, Jun 2015 – Jul 2015.
I explored short rate models (Vasicek Model) and their numerical simulation using trinomial trees.
Education
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Ph.D CIFRE in Numerical Probability, Laboratoire de Probabilité, Statistiques et Modélisation (LPSM), Pierre and Marie Curie University (Paris VI), defended the 24th of June 2020.
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Research Master in Probability and Finance, Pierre and Marie Curie University (Paris VI), Sep 2014 to Jun 2016.
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B.S. in Mathematics, Aix-Marseille University, Sep 2011 to Jun 2014.
I spent the 2013-2014 academic year on exchange with the ERASMUS program in the Lund University’s mathematics department, Lund, Sweden.
Programming Skills
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Python (Pytorch, Huggingface, Numpy, Pandas, …)
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C/C++
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Java
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LaTeX
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Scala
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Matlab - Scilab